Anic Equity¶

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Total return since start: 0.707 %¶

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Equity now: -----------------------------> 52151.28 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48007.36 Kr¶

PnL: ---------------------------------------> -924.64 Kr¶

DD now: ---------------------------------> -1.824 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-16 09:37:51.445659'

Anic Portfolio¶

Today¶

Return: -0.22 %¶

This Week¶

Return: -0.315 %¶

Total portfolio value¶

Return including deposits: 70.73 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.470000 2354.000000 165.000000 7.540000 2189.000000
Svolder B 35 -1.750000 2266.250000 87.250000 4.000000 2179.000005
Embracer Group B 26 4.310000 748.020000 86.020000 12.990000 661.999988
BHG Group 49 3.250000 715.890000 76.890000 12.030000 638.999984
Vitrolife 3 -0.080000 723.600000 46.600000 6.880000 677.000001
Xvivo Perfusion 3 0.680000 886.500000 41.500000 4.910000 845.000001
Biotage 4 0.510000 636.000000 33.000000 5.470000 603.000000
SynAct Pharma 9 1.770000 673.200000 28.200000 4.370000 645.000003
Humana 40 0.460000 695.200000 21.200000 3.150000 674.000000
Addnode Group B 6 0.700000 772.200000 20.200000 2.690000 751.999998
Eastnine 6 0.000000 673.200000 16.200000 2.470000 657.000000
Addtech B 3 -0.250000 707.400000 7.400000 1.060000 699.999999
Profoto Holding 7 0.000000 588.000000 6.000000 1.030000 581.999999
Sdiptech B 3 0.150000 826.200000 4.200000 0.510000 822.000000
Latour B 2 -0.450000 443.000000 -6.000000 -1.340000 449.000000
Volati 5 -0.870000 567.000000 -7.000000 -1.220000 574.000000
Sampo Oyj SDB 1 0.300000 496.000000 -9.000000 -1.780000 505.000000
NCC A 6 0.000000 589.200000 -9.800000 -1.640000 598.999998
NCC B 7 -0.490000 642.250000 -11.750000 -1.800000 653.999997
Fortnox 10 1.140000 656.200000 -11.800000 -1.770000 668.000000
Investor B 3 -0.350000 645.150000 -12.850000 -1.950000 657.999999
BONESUPPORT HOLDING 10 -0.660000 1206.000000 -18.000000 -1.470000 1224.000000
Nolato B 12 0.190000 628.200000 -19.800000 -3.060000 648.000000
Indutrade 5 0.080000 1300.000000 -20.000000 -1.520000 1320.000000
SCA A 4 -1.500000 577.600000 -21.400000 -3.570000 599.000000
Lime Technologies 2 -0.360000 556.000000 -37.000000 -6.240000 593.000000
Balco Group 39 0.640000 1833.000000 -42.000000 -2.240000 1874.999997
Creades A 7 0.250000 552.650000 -58.350000 -9.550000 610.999998
Gaming Innovation Group 161 -0.970000 4113.550000 -74.450000 -1.780000 4187.999942
Ambea 68 -0.170000 2461.600000 -75.400000 -2.970000 2537.000032
Lundin Gold 7 -1.280000 866.600000 -107.400000 -11.030000 973.999999
Investor A 16 -0.190000 3435.200000 -109.800000 -3.100000 3545.000000
Sedana Medical 135 -1.950000 4206.600000 -124.400000 -2.870000 4330.999935
New Wave B 40 -0.230000 3736.400000 -179.600000 -4.590000 3916.000000
Wästbygg Gruppen B 80 0.000000 2584.000000 -287.000000 -10.000000 2871.000000
Bactiguard Holding B 37 0.560000 2645.500000 -321.500000 -10.840000 2966.999993
TOTAL 48007.360000 -924.640000 -1.82429% 48931.999868

Updated:¶

'2023-06-16 09:38:09.729967'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶